+10.9%
NEE vs PEGA
-47.9%
+58.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.6% |
| 7D | +1.1% | -2.4% | +3.5% | +1.2% |
| 30D | -0.2% | +9.6% | -9.9% | -0.6% |
| 3M | +0.5% | +2.3% | -1.8% | +0.3% |
| 6M | -6.5% | -23.9% | +17.4% | -5.4% |
| YTD | +6.7% | -39.8% | +46.5% | +9.2% |
| 1Y | +23.6% | -37.4% | +61.0% | +26.0% |
| 3Y | +37.1% | +53.1% | -16.0% | +24.7% |
| 5Y | +10.9% | -47.2% | +58.2% | +10.0% |
| All | +10.9% | -47.9% | +58.9% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling